+2,302.0%
TSM vs SPMO
+504.7%
+1,797.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +14.8% | +9.8% | +5.1% | +4.6% |
| 30D | -8.9% | -9.2% | +0.3% | +0.8% |
| 3M | -5.3% | -11.0% | +5.7% | +7.0% |
| 6M | +2.6% | -6.6% | +9.2% | +11.0% |
| YTD | +34.5% | +13.3% | +21.1% | +20.7% |
| 1Y | +41.0% | +12.7% | +28.3% | +27.5% |
| 3Y | +333.1% | +127.5% | +205.6% | +115.0% |
| 5Y | +270.1% | +117.4% | +152.7% | +90.9% |
| 10Y | +1,608.7% | +469.5% | +1,139.2% | +412.3% |
| All | +2,302.0% | +504.7% | +1,797.2% | +600.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling